+6,113.0%
RIO vs TROW
+15,039.2%
-8,926.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | +4.0% | -5.3% | +9.3% | +6.2% |
| 3M | +4.5% | +2.9% | +1.6% | +3.1% |
| 6M | +17.3% | +22.2% | -4.9% | +8.5% |
| YTD | +36.2% | +8.1% | +28.1% | +31.5% |
| 1Y | +76.1% | +5.8% | +70.3% | +71.1% |
| 3Y | +102.5% | +14.0% | +88.5% | +87.9% |
| 5Y | +103.5% | -38.3% | +141.8% | +129.3% |
| 10Y | +619.2% | +131.7% | +487.5% | +384.1% |
| All | +6,113.0% | +15,039.2% | -8,926.1% | +2,204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling